-31.0%
DOW vs TLN
+602.5%
-633.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | +0.3% |
| 7D | -2.9% | +10.9% | -13.8% | -3.5% |
| 30D | +2.0% | -6.3% | +8.3% | +2.3% |
| 3M | -12.5% | -10.7% | -1.8% | -12.1% |
| 6M | -9.2% | +1.6% | -10.8% | -10.0% |
| YTD | +30.8% | -13.1% | +43.9% | +30.9% |
| 1Y | +29.4% | -15.1% | +44.4% | +29.7% |
| 3Y | -34.6% | +495.0% | -529.6% | -50.9% |
| All | -31.0% | +602.5% | -633.5% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling